Alternatives and similar repositories for factorAnalytics

Users that are interested in factorAnalytics are comparing it to the libraries listed below

• braverock / FactorAnalytics
  ☆74Updated 7 months ago
• braverock / PortfolioAnalytics
  ☆93Updated 2 months ago
• R-Finance / Meucci
  ☆45Updated 9 years ago
• R-Finance / PortfolioAnalytics
  ☆45Updated 11 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 years ago
• algoquant / HighFreq
  R package for high frequency time series data management
  ☆62Updated last month
• timtrice / backtesting-strategies
  Book on backtesting strategies in R using blotter, quantstrat, FinancialInstruments, TTR packages
  ☆110Updated 6 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 4 years ago
• imanuelcostigan / dataonderivatives
  Easily source publicly available data on derivatives
  ☆37Updated 3 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• shabbychef / SharpeR
  R package for inference on the Sharpe ratio.
  ☆20Updated 6 months ago
• mfrdixon / gpusvcalibration
  Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs
  ☆11Updated 11 years ago
• mrbcuda / pbo
  Probability of Backtest Overfitting
  ☆49Updated 3 years ago
• dppalomar / portfolioBacktest
  Automated Backtesting of Portfolios over Multiple Datasets
  ☆63Updated 3 years ago
• eddelbuettel / ctv-finance
  CRAN Task View: Empirical Finance
  ☆57Updated last month
• R-Finance / PortfolioAttribution
  ☆20Updated 11 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆35Updated 6 years ago
• wilsonfreitas / R-fixedincome
  Fixed income tools for R
  ☆60Updated 2 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• joshuaulrich / IBrokers
  R API to Interactive Brokers Trader Workstation
  ☆73Updated 10 months ago
• R-Finance / PerformanceAnalytics
  ☆30Updated 6 years ago
• cran / rugarch
   This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…
  ☆29Updated 3 weeks ago
• R-Finance / quantstrat
  ☆75Updated 9 years ago
• enricoschumann / PMwR
  Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.
  ☆62Updated last week
• andrewuhl / RollingWindow
  Fast rolling and expanding window statistics in [R] using single-pass algorithms
  ☆68Updated 8 years ago
• emilsjoerup / HARModel
  An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)
  ☆19Updated 2 years ago
• braverock / PerformanceAnalytics
  ☆227Updated 7 months ago
• jonathancornelissen / highfrequency
  The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…
  ☆159Updated last year
• Rblp / Rblpapi
  R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/
  ☆170Updated 3 months ago